+58.2%
CAPR vs RGEN
+45.2%
+13.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -2.0% | -4.9% | +2.9% | -0.4% |
| 30D | +139.2% | +5.7% | +133.5% | +134.7% |
| 3M | -66.4% | +32.4% | -98.8% | -69.9% |
| 6M | -63.1% | +33.2% | -96.3% | -67.4% |
| YTD | -67.4% | +2.3% | -69.7% | -66.8% |
| 1Y | +58.2% | +39.0% | +19.3% | +41.3% |
| All | +58.2% | +45.2% | +13.1% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling